Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 0.23% | 4.25 CHF | 4.26 CHF | 42'000 | 42'000 | 41'326 | 41'326 | 176'841 CHF | 177'254 CHF | 99.43% | 99.43% |
19.11.2024 | 0.24% | 4.19 CHF | 4.20 CHF | 42'000 | 42'000 | 42'166 | 42'166 | 175'127 CHF | 175'549 CHF | 97.92% | 97.92% |
18.11.2024 | 0.22% | 4.42 CHF | 4.43 CHF | 41'000 | 41'000 | 40'509 | 40'509 | 180'473 CHF | 180'878 CHF | 99.89% | 99.89% |
15.11.2024 | 0.22% | 4.49 CHF | 4.50 CHF | 40'000 | 40'000 | 39'055 | 39'055 | 179'484 CHF | 179'875 CHF | 100.00% | 100.00% |
14.11.2024 | 0.22% | 4.71 CHF | 4.72 CHF | 39'000 | 39'000 | 39'051 | 39'051 | 178'835 CHF | 179'226 CHF | 98.63% | 98.63% |
13.11.2024 | 0.22% | 4.46 CHF | 4.47 CHF | 40'000 | 40'000 | 39'824 | 39'824 | 178'623 CHF | 179'022 CHF | 100.00% | 100.00% |
12.11.2024 | 0.22% | 4.39 CHF | 4.40 CHF | 40'000 | 40'000 | 39'776 | 39'776 | 178'825 CHF | 179'223 CHF | 99.88% | 99.88% |
11.11.2024 | 0.22% | 4.51 CHF | 4.52 CHF | 40'000 | 40'000 | 39'962 | 39'962 | 178'326 CHF | 178'726 CHF | 100.00% | 100.00% |
08.11.2024 | 0.23% | 4.38 CHF | 4.39 CHF | 40'000 | 40'000 | 40'270 | 40'270 | 175'852 CHF | 176'255 CHF | 98.60% | 98.60% |
07.11.2024 | 0.22% | 4.41 CHF | 4.42 CHF | 40'000 | 40'000 | 39'756 | 39'756 | 178'266 CHF | 178'664 CHF | 100.00% | 100.00% |